Possible Clues:

• Sad record, played Round Midnight?
• Unhappy that record is not played earlier?
• Dejected
• Unhappy and impossible to comfort
• Record playing in the small hours -- 'Mood Indigo'?
• Low criminal very slow trailing detectives
• Sad record keeping people awake?
• Having the blues record playing at such an advanced hour
• CD playing in the small hours? It makes us dejected
• Sad record playing, very slow